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《Journal of Taiyuan Normal University(Natural Science Edition)》 2011-01
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Fractal Stock Market Analysis

Li Caihong(School of Mathematical Sciences,Shanxi University,Taiyuan 030006,China)  
Applying the logarithmic return series of closing price of day and week of Shanghai Composite index,we obtain that the return sequences have long memory and self-similarity characteristics under the classical and modified R/S analysis method,while we also get that they have multifractal characteristic using the partition function method.
【CateGory Index】: F224;F832.51
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【Co-citations】
Chinese Journal Full-text Database 9 Hits
1 YANG Cheng- yi ,WANG Da- peng , LIU Cheng (UniversityofScience and TechnologyBeijing, Beijing100083,China);Empirical Study on the Fractal Structure of China Stock Market Based on R/S Analysis[J];Journal of University of Science and Technology Beijing(Social Sciences Edition);2009-01
2 XU Jin-lai , WU Cheng-bao, LIU Jun-quan Guangzhou Etsing Plating Research Institute, Guangzhou 510663, China;Quantitative characterization for surface morphology of coating by fractal dimension[J];Electroplating & Finishing;2009-05
3 WANG Mian-bin1,2,TAN Zhong-fu2,ZHANG Rong3(1.North China Grid Construction Company,Beijing 100140,China;2.Institute of Business Management,North China Electric Power University,Beijing 102206,China;3.Beijing Municipal Engineering Consulting Corporation,Beijing 100031,China);Purchase Power Portfolio Model and an Empirical Analysis Based on Risk Measure with Fractal Value-at-risk[J];Proceedings of the Chinese Society of Universities for Electric Power System and its Automation;2009-06
4 XIE Chao-hua,LI Zhong,ZHENG Yong-mei,WEN Feng-hua(School of Economics and Management,Changsha University of Science & Technology,Changsha 410004,China);The Fractal and Chaos Characteristics of Chinese Stock Markets:1994~2008[J];Systems Engineering;2010-06
5 XIANG Yan-chun,LONG Lun-hai(College of Information Science & Technology,Hainan University,Haikou 570228,China);Method to Get Vertical Scale Factor of Fractal Interpolation in Simulation of Futures Price Curve[J];Natural Science Journal of Hainan University;2009-02
6 LIU Hua-chun(College of Engineering and Technology,Chengdu University of Technology,Leshan Sichuan 614007,China);Stock market's decision-making model based on Elman neural network[J];Journal of Computer Applications;2009-S1
7 LIU Wei-qi~(1,2),NIU Feng-gao~2 (1.Institute of Management Science and Engineering,Shanxi University,Taiyuan,Shanxi,030006,China; 2.School of Mathematical Science,Shanxi University,Taiyuan,Shanxi,030006,China);On Causes and Changes of Multifractal feature in Shanghai and Shenzhen stock market[J];Economic Management Journal;2009-12
8 Ma Li,Wang HongYong(School of Applied Mathematics,Nanjing University of Finance and Economics,Nanjing 210003,China);Volatility Research of Stock Index Based on Multifractal Spectrum Methods[J];Journal of Nanjing University of Finance and Economics;2010-02
9 CHEN Hongtao1,2 (1. Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200052, China; 2 .Institute of Energy Soft Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China);Multifractal Detrended Fluctuation Analysis of Fuel Oil Futures Markets[J];Resources Science;2010-10
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